Oh, the larger context is understood as a joke, I think. To any outside observer Belgium always seems to be at the brink of splitting apart too. Belgium's artificial nature as a buffer zone is par for course in European banter. As is their country being essentially forgettable, for lack of a cohesive origin myth.
The "non-country" bit just seems to me oddly specific, and invokes Farage's remarks, which came from a very non joking place. Rompuy's remarks were taken seriously, and incensed the debate over self-governing, sovereignty, globalism, etc. So I'm less willing to take that as a joke. Other implementations I'm fine with; that one I'm more inclined to scrutinize (and might -context dependent- end up thinking of it as a joke).
To answer your question in clear terms: I don't think it's xenophobic. But I will raise an eyebrow. Then it's all a mater of you having the character or charisma to pull the joke well.